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updated 6:06:59 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Net Funding APR · Now
−11.95%
3d Avg—
LONG OKX
−10.38%
3d: —
SHORT BloFin
−22.34%
3d: —
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.31
−0.10%
$Avg Daily PnL
+$3.35
+0.0335%
★Best Day
+$5.30
May 17
◎Open Interest
OKX$49.24M
BloFin$15.84M⚡APR
−9.41%
annualized
⚠Execution Cost
−$23.72
entry + exit fees
⏱Payback
7.1d
to break even
◧24h Volume
OKX$64.83MBloFin$1.87MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$23.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.